-71.3%
QS vs AEIS
+6.2%
-77.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.1% | +18.7% | +11.9% |
| 7D | +4.5% | -12.7% | +17.2% | +9.4% |
| 30D | -4.1% | -28.8% | +24.7% | +9.3% |
| 3M | -22.1% | -38.0% | +15.9% | -6.2% |
| 6M | -38.4% | -45.3% | +6.9% | -23.1% |
| YTD | -57.5% | +1.1% | -58.6% | -65.7% |
| 1Y | -71.3% | +8.6% | -79.9% | -78.3% |
| All | -71.3% | +6.2% | -77.6% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling